+3.4%
EWZ vs ADVB
-79.1%
+82.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.0% | -1.4% |
| 7D | -4.2% | -28.0% | +23.9% | -3.6% |
| 30D | -26.1% | -70.2% | +44.1% | -25.2% |
| 3M | -12.0% | -76.1% | +64.0% | -10.8% |
| 6M | -19.3% | -72.3% | +53.0% | -19.4% |
| YTD | +0.9% | -67.5% | +68.4% | +0.9% |
| 1Y | +3.4% | -78.6% | +81.9% | +4.6% |
| All | +3.4% | -79.1% | +82.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling